+8,037.0%
CSCO vs LNG
+1,255.2%
+6,781.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.0% | -6.2% |
| 7D | +1.9% | +11.3% | -9.4% | +1.5% |
| 30D | -15.8% | +10.6% | -26.5% | -16.2% |
| 3M | -15.4% | +16.1% | -31.5% | -15.9% |
| 6M | -5.4% | +29.6% | -34.9% | -6.4% |
| YTD | +26.5% | +60.3% | -33.9% | +24.0% |
| 1Y | +25.9% | +46.1% | -20.2% | +23.9% |
| 3Y | +97.5% | +85.9% | +11.6% | +92.3% |
| 5Y | +93.0% | +210.8% | -117.8% | +83.8% |
| 10Y | +308.6% | +808.8% | -500.2% | +272.7% |
| All | +8,037.0% | +1,255.2% | +6,781.8% | +5,879.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling